1. Installation 2. Main Form 3. Menu Items 4. Settings 5. Functional Forms 6. Data Confidentiality
1. Overview 2. Government Bonds 3. Regional & Municipals 4. Corporate Bonds 5. Infrastructure Debt 6. EU Covered Bonds 7. Amortised Bonds 8. Mortgage Loans 9. Securitised Assets 10. Credit Default Swap 11. Cash 12. Equity and Equity Options and Futures 13. Property 14. Bond Options and Futures 15. Interest Rate Swaps 16. Convertible Bonds 17. SCR Results 18. PowerPoint Export 19. Verbal Explanations 20, Cashflows, Curves & Sensitivities 21. Saving to a Portfolio
1. Overview 2. Choice of Data 3. Notch-level Interpolation 4. Button for Verification 5. Get and Set MA parameters
1. Overview 2. Basic Inputsheet 3. Bloomberg Inputsheet 4. Tripartite Report as Input 5. The FX Tab 6. The Stats Tab 7. The SCR Tabs 8. Buttons on the RHS 9. Output TPT Columns 10. Sensitivity Testing 11. Solvency Report
1. Overview 2. Import Allocation 3. Import Returns 4. First Efficient Frontier 5. Numerical Constraint 6. Verbal Constraint 7. Multi-Regime 8. Ad Hoc Columns 9. Quarterly and Missing Values 10. Partially Hedged Series 11. LRPs and Surplus Optimisation 12. Setting Customised Objective 13. "One-click SCR"
1. Overview 2. Input Spreadsheet 3. The 'Current' tab 4. The 'New' tab 5. The 'Settings' tab 6. Run Optimisation 7. Reduce SCR 8. Capped Allocation 9. Enhance Credit Fundamentals 10. Minimise Turnover 11. Enhance ESG 12, Transaction Cashflow Planning 13. Annuity Cashflow Matching
1. Menu Items 2. Basic Inputsheet Datafields 3. Bloomberg Datafields 4. Ratings and Rating Index 5. Currencies and Countries
1. Modelling Cashflows with Optionality 2. Floating Rate Modelling 3. Mortgages and Securitised Assets 4. CDS Modelling 5, Equity Options Modelling
1. Solvency II 2. Swiss Solvency Test 3. Bermuda SCR 4. China C-Ross II 5. Australian LAGIC 6. S&P Insurance Capital 7. Insurance Capital Standard 8. Japan ESR 9. Korean-ICS 10. Singapore RBC 11. Taiwan RBC 12. Canadian LICAT

SCR Calculator User Manual

Version 1.17 Last modified 2025-4-6

Installation and Log In

The software can be installed using any of the three available installer formats: .msix, .msi, or .exe. All download links are provided on the home page. When updating, it is recommended to use the same installer type as previously used.

Once installed, launch the application and log in using your company's SSO credentials. Please note that personal SSO accounts are not supported.

On first use, the App will automatically create a website account using your SSO email as the username and assign a default password "12345678". You’ll need to log in to the website and change this password. While the website account is not required for the software to function, it provides useful information such as your subscription type and expiry date.

New users are granted a one-month free trial. After the trial period, some core features will remain accessible. For full access and details, please visit our Pricing and Clients page.

The App only accesses your SSO username and computer name. It does not collect or access any confidential information. If internal approval is required, please submit the request accordingly before proceeding.

About

The SCR Calculator can be used for single asset or portfolio solvency capital requirement calculations under multiple jurisdictions, and both asset-class-level and line-level portfolio optimisations.

External Resources

  1. Solvency II (European)
  2. Solvency UK
  3. Swiss Solvency Test
  4. Bermuda Solvency
  5. China C-ROSS II
  6. Australian LAGIC
  7. S&P Capital
  8. Insurance Capital Standard v2.0
  9. Japan ICS
  10. Korean ICS
  11. Singapore RBC
  12. Hong Kong RBC
  13. Taiwan RBC
  14. Canadian LICAT
  15. Canadian MCT